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Derivatives: Question 4 Solution

The number of Treasury Note futures contracts needed to hedge a bond portfolio is calculated based on:

A) The market value of the bond portfolio

B) The market value of the Treasury Note future

C) The durations of the bond portfolio and the Treasury Note future

D) All of the above

Reveal the Answer

The answer is D) All of the above

Develop a comprehensive, practical understanding of derivative instruments including market conventions, contract specifications, valuation, trading strategies and the regulation of derivatives markets.

Enroll now in our next session!

Advanced Derivatives Alum:
Olatunde Bakre

Advanced Derivatives Professional Certificate

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